January

Row

January Return

-0.56

January Year to Date Return

-0.56

January Net Asset Value

6.27

Row

Feb

Row

February Return

-0.32

February Year to Date Return

-0.88

February Net Asset Value

6.35

Row

Year to Date

Row

Last Month Return

-0.32

Year to Date Return

-0.88

Net Asset Value

6.35

Row

History

Row

Last Month Return

-0.32

Year to Date Return

-0.88

Net Asset Value

6.35

Row

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -2.70 1.38 -1.86 2.94 -0.37 0.98 -1.37 1.69 -3.88 -0.96 0.54 -0.62 -4.35
2020 6.15 1.98 7.02 -0.44 -3.32 1.02 -0.54 -0.83 -4.36 -0.97 -1.53 0.75 4.40
2021 -0.56 -0.32 NA NA NA NA NA NA NA NA NA NA -0.88

Risk Statistics

Row

Sharpe

-0.05

Sortino

-0.1

Omega

0

Skewness

0.76

Kurtosis

1.04

Row

Time Window Analysis

Statistic 1 Month 3 Month 6 Month 1 Year 2 Year
Best 7.02 15.85 18.50 14.45 2.08
Worst -4.36 -7.86 -11.26 -4.43 -0.15
Average -0.01 0.25 0.73 5.22 0.75
Median -0.45 -0.91 0.26 5.15 0.31
Last -0.37 -0.16 -6.90 -4.43 0.31
Winning (%) 42.31 37.50 52.38 80.00 66.67
Avg. Pos. Period 2.44 6.07 7.24 7.44 1.19
Avg. Neg. Period -1.80 -3.24 -6.43 -3.65 -0.15
# Of Periods 26.00 24.00 21.00 15.00 3.00

Risk Statistics

Statistic Value
Annualized Std.Deviation 9.49
Maximum Drawdown 12.77
Month to Recover 11.00
Worst Month -4.36
Losing Months (%) 57.69
Average Losing Month -1.80
Loss Deviation 1.37
Correlation vs MSCI World TR -0.34
Correlation vs Bloomberg Agri -0.48

Return Statistics

Statistic Value
Last Month -0.37
Year To Date -0.90
3 Month ROR -0.16
12 Month ROR -4.43
36 Month ROR NA
Total Return -1.05
Compound ROR -0.49
Best Month 7.02
Winning Months (%) 42.31

Row

Drawdown Report

Number Depth (%) Length (Months) Recovery (Months) Start End
1 -12.77 11 NA 2020-05-31 NA
2 -4.89 5 1 2019-09-30 2020-01-31
3 -3.19 6 3 2019-01-31 2019-06-30
4 -1.37 2 1 2019-07-30 2019-08-30

Monte Carlo Risk

Row

Best Draw

5

Worst Draw

22.19

Average Draw

11.58

Row